How to change to spherical Axis
You have changed the manipulator widget to rotate mode, to return to the default (translate) mode, select the pointer icon as selected below.



There are many options for using the widget, detailed documentation can be found about its usage on the Blender Wiki.

http://wiki.blender.org/index.php/Doc:2.6/Manual/3D_interaction/Transform_Control/Manipulators#Manipulators